Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-13 0.589682 0.663429 0.746935 0.849366 0.972842 1.118476 1.305660
2024-10-20 0.511144 0.603611 0.716041 0.865472 1.063108 1.322032 1.698630
2024-10-27 0.448174 0.548093 0.676129 0.857100 1.114943 1.484147 2.084619
2024-11-03 0.418019 0.527994 0.676028 0.898142 1.239325 1.776220 2.767312
2024-11-10 0.398937 0.519047 0.688316 0.957330 1.402916 2.177559 3.828758
2024-11-17 0.371859 0.495026 0.674961 0.974505 1.502971 2.505787 4.955613
2024-11-24 0.344786 0.467597 0.652386 0.972239 1.568239 2.792534 6.207641
2024-12-01 0.313800 0.431067 0.611179 0.931669 1.553059 2.908107 7.112865
2024-12-08 0.287818 0.399775 0.574827 0.893988 1.535284 3.013283 8.103762
2024-12-15 0.276202 0.389640 0.571534 0.914965 1.642178 3.465569 10.915920
2024-12-22 0.274525 0.394915 0.594248 0.988098 1.882893 4.410700 17.963495
2024-12-29 0.266672 0.389303 0.597365 1.023243 2.047125 5.248710 27.654901
2025-01-05 0.250014 0.368841 0.574017 1.004984 2.086045 5.747528 38.302079
2025-01-12 0.235541 0.350940 0.553540 0.989780 2.130619 6.323579 55.661160
2025-01-19 0.220344 0.330675 0.526751 0.956785 2.117388 6.665726 75.561463
2025-01-26 0.214275 0.325821 0.528540 0.988629 2.307145 8.182934 175.400448
2025-02-02 0.211142 0.325854 0.539699 1.044714 2.600174 10.788774 863.284548
2025-02-09 0.203627 0.317344 0.532954 1.056022 2.750333 12.863929 8663.074612
2025-02-16 0.194942 0.306062 0.519473 1.048029 2.829406 14.640065 NaN
2025-02-23 0.183348 0.288676 0.491964 0.999503 2.736923 14.760951 NaN
2025-03-02 0.173032 0.273158 0.467309 0.955719 2.652668 14.897236 NaN
2025-03-09 0.169043 0.269314 0.466896 0.977243 2.846358 18.608192 NaN
2025-03-16 0.169722 0.274360 0.485924 1.056467 3.341118 29.253021 NaN